Modeling structured finance cash flows with microsoft excel : a step-by-step guide / Keith A. Allman.
Material type:
- 9780470042908
- 658.1550285 ALL
Include index.
Introduction -- Dates and timing -- Asset cash flow generation -- Prepayments -- Delinquency, default, and loss analysis -- Recoveries -- Liabilities and the cash flow waterfall -- Advanced liability structures : triggers, interest rate swaps, and reserve accounts -- Analytics and output reporting -- Understanding the model -- Automation using Visual Basic Applications (VBA) -- Conclusion.
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